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Results for Generalised Pareto distributions

Publications & Outputs

  1. Uncertainties in return values from extreme value analysis of peaks over threshold using the generalised Pareto distribution

    Jonathan, P., Randell, D., Wadsworth, J. & Tawn, J., 15/01/2021, In: Ocean Engineering. 220, 17 p., 107725.

    Research output: Contribution to journalJournal articlepeer-review

  2. Fast computation of large scale marginal extremes with multi-dimensional covariates

    Raghupathi, L., Randell, D., Ewans, K. & Jonathan, P., 1/03/2016, In: Computational Statistics and Data Analysis. 95, p. 243-258 16 p.

    Research output: Contribution to journalJournal articlepeer-review